+121.3%
IYR vs CAPR
-99.1%
+220.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.2% | -2.0% | +0.7% | -1.2% |
| 30D | -2.9% | +139.2% | -142.0% | -3.3% |
| 3M | +0.8% | -66.4% | +67.2% | +1.0% |
| 6M | +1.9% | -63.1% | +65.0% | +1.9% |
| YTD | +9.6% | -67.4% | +77.1% | +9.8% |
| 1Y | +8.1% | +58.2% | -50.2% | +6.4% |
| 3Y | +29.2% | +42.2% | -13.0% | +26.4% |
| 5Y | +4.3% | +87.3% | -83.0% | +1.7% |
| 10Y | +64.7% | -75.3% | +140.0% | +58.7% |
| All | +121.3% | -99.1% | +220.3% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling